Data API
A collection of data endpoints.
Data endpoint url: https://api.orats.io/datav2/live
Examples shown use curl. Please use the latest version of curl in order for all the request examples to work.
You can also view the data by copying the Data API URL into your web browser.
WARNING
There is a 1000 request per minute limit for the data API.
Strikes
Retrieves live strikes data.
Retrieve
GET | https://api.orats.io/datav2/live/strikes
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
Example Request
curl "https://api.orats.io/datav2/live/strikes?token=your-secret-token&ticker=AAPL"
curl "https://api.orats.io/datav2/live/strikes.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-08-21",
"dte": 2,
"strike": 170,
"stockPrice": 472.04,
"callVolume": 1,
"callOpenInterest": 25,
"callBidSize": 5,
"callAskSize": 1,
"putVolume": 0,
"putOpenInterest": 254,
"putBidSize": 0,
"putAskSize": 5,
"callBidPrice": 300,
"callValue": 302.0399999999998,
"callAskPrice": 303.5,
"putBidPrice": 0,
"putValue": 0,
"putAskPrice": 0.03,
"callBidIv": 0,
"callMidIv": 0,
"callAskIv": 0,
"smvVol": 0.479,
"putBidIv": 0,
"putMidIv": 0,
"putAskIv": 0,
"residualRate": 0.00940249928224725,
"delta": 0.999999999999981,
"gamma": -3.45532685567e-14,
"theta": 4.158119917786468e-12,
"vega": 0.00002000000300203773,
"rho": 0,
"phi": 0,
"driftlessTheta": 4.158009178695611e-12,
"callSmvVol": 0.4086910946991118,
"putSmvVol": 0.4827136474142054,
"extSmvVol": 0.5410404092566812,
"extCallValue": 302.0399999999995,
"extPutValue": 0,
"spotPrice": 472.04,
"quoteDate": "2020-08-20T19:14:00Z",
"updatedAt": "2020-08-20T19:14:11Z"
},
.....
]
}
Strikes By Expiry
Retrieves live strikes data by expiration dates.
Retrieve
GET | https://api.orats.io/datav2/live/strikes/monthly
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
| expiry | comma delimited expiration dates | required |
Example Request
curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"
curl -L "https://api.orats.io/datav2/live/strikes/monthly.csv?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-09-18",
"dte": 30,
"strike": 95,
"stockPrice": 471.9,
"callVolume": 0,
"callOpenInterest": 3,
"callBidSize": 70,
"callAskSize": 70,
"putVolume": 8,
"putOpenInterest": 3170,
"putBidSize": 2,
"putAskSize": 2,
"callBidPrice": 376.3,
"callValue": 376.91933416213413,
"callAskPrice": 377.6,
"putBidPrice": 0.01,
"putValue": 6.483702474751357e-16,
"putAskPrice": 0.02,
"callBidIv": 0,
"callMidIv": 2.5598980161922977,
"callAskIv": 2.5598980161922977,
"smvVol": 0.922,
"putBidIv": 1.7059932612982442,
"putMidIv": 1.7508200922374524,
"putAskIv": 1.7956469231766603,
"residualRate": -0.0010591745886956022,
"delta": 0.9999999999999919,
"gamma": 2.232739118676697e-16,
"theta": -0.0006659523251770838,
"vega": 0.000019999992620531577,
"rho": 0.07554074996584312,
"phi": -0.3753786495508393,
"driftlessTheta": -1.2732515167011868e-9,
"callSmvVol": 0.7643409651482509,
"putSmvVol": 0.9289882255704919,
"extSmvVol": 0.5410193159589618,
"extCallValue": 376.91933806158795,
"extPutValue": 0,
"spotPrice": 471.9,
"quoteDate": "2020-08-20T19:19:13Z",
"updatedAt": "2020-08-20T19:19:22Z"
},
.....
]
}
Strikes by Options
Retrieves live strikes data by list of single options.
Retrieve by GET Request
GET | https://api.orats.io/datav2/live/strikes/options
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | comma delimited option symbols | required |
Example Request
curl -L "https://api.orats.io/datav2/live/strikes/options?token=your-token&ticker=AAPL2020-09-18C450,AAPL2020-09-18P400"
Example Response
{
"data": [
{
"ticker": "AAPL",
"optionSymbol": "AAPL2020-09-18C450",
"tradeDate": "2020-08-20",
"expirDate": "2020-09-18",
"dte": 30,
"strike": 450,
"optionType": "Call",
"stockPrice": 471.24,
"volume": 3267,
"openInterest": 29622,
"bidSize": 20,
"askSize": 18,
"bidPrice": 30.7,
"optValue": 30.720828646182476,
"askPrice": 30.85,
"bidIv": 0.3485437968365821,
"midIv": 0.35009107863560485,
"askIv": 0.35163836043462754,
"smvVol": 0.349,
"residualRate": -0.0017794560267430921,
"delta": 0.7050725713329584,
"gamma": 0.007703189235745094,
"theta": -0.266424436707564,
"vega": 0.4455760202603381,
"rho": 0.24247143042221742,
"phi": -0.266808971396415,
"driftlessTheta": -0.2636852383109289,
"optSmvVol": 0.34897350063840116,
"extSmvVol": 0.3490937303032208,
"extOptValue": 30.729506034490225,
"spotPrice": 471.24,
"quoteDate": "2020-08-20T19:23:04Z",
"updatedAt": "2020-08-20T19:23:13Z"
},
.....
]
}
Expiration Dates
Retrieves Expiration dates by ticker
Retrieve by GET Request
GET | https://api.orats.io/datav2/live/expirations
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
| include | include list of strikes (true or false) | optional |
Example Request
curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL"
Example Response
{
"data": [
"2020-08-21",
"2020-08-28",
"2020-09-04",
"2020-09-11",
"2020-09-18",
"2020-09-25",
"2020-10-02",
"2020-10-16",
"2020-11-20",
"2020-12-18",
"2021-01-15",
"2021-03-19",
"2021-04-16",
"2021-06-18",
"2021-09-17",
"2022-01-21",
"2022-06-17",
"2022-09-16"
]
}
Example Request with strikes
curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL&include=true"
{
"data": [
{
"expiration": "2020-08-21",
"strikes": [
"170.0",
"175.0",
"180.0",
.....
]
},
{
"expiration": "2020-08-28",
"strikes": [
"190.0",
"195.0",
"200.0",
.....
]
},
.....
]
}
Monies
Retrieves live monthly implied or forecast monies data.
Retrieve
GET | https://api.orats.io/datav2/live/monies/implied or https://api.orats.io/datav2/live/monies/forecast
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
Example Request
curl -L "https://api.orats.io/datav2/live/monies/implied?token=your-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/live/monies/implied.csv?token=your-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-08-21",
"stockPrice": 471.8,
"riskFreeRate": 0.001,
"yieldRate": 0,
"residualYieldRate": 0.00656417,
"residualRateSlp": 0,
"residualR2": 0.64216476,
"confidence": 0.42420647,
"mwVol": 0.00271022,
"vol100": 0.498356,
"vol95": 0.447024,
"vol90": 0.395106,
"vol85": 0.377851,
"vol80": 0.333288,
"vol75": 0.331718,
"vol70": 0.313216,
"vol65": 0.288153,
"vol60": 0.287804,
"vol55": 0.287625,
"vol50": 0.287166,
"vol45": 0.286974,
"vol40": 0.30672,
"vol35": 0.307104,
"vol30": 0.307586,
"vol25": 0.328885,
"vol20": 0.350202,
"vol15": 0.352869,
"vol10": 0.37785,
"vol5": 0.387944,
"vol0": 0.412843,
"typeFlag": 0,
"atmiv": 0.296913,
"slope": -0.1935094495,
"deriv": 0.2209107821,
"fit": 7.91e-8,
"spotPrice": 471.8,
"calVol": 0.330914,
"unadjVol": 0.330914,
"earnEffect": 0,
"quoteDate": "2020-08-20T19:31:01Z",
"updatedAt": "2020-08-20T19:31:05Z"
},
.....
]
}
SMV Summaries
Retrieves Live SMV Summary data.
Retrieve
GET | https://api.orats.io/datav2/live/summaries
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/live/summaries.csv?token=your-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"stockPrice": 471.51,
"annActDiv": 0.8311862407905244,
"annIdiv": 1.4663663960026643,
"borrow30": -0.0014834512140101226,
"borrow2y": 0.0030054488542523594,
"confidence": 0.9797554013503482,
"exErnIv10d": 0.3287171290664954,
"exErnIv20d": 0.33691136127951243,
"exErnIv30d": 0.3410016707386448,
"exErnIv60d": 0.3506721567616783,
"exErnIv90d": 0.3463865877276562,
"exErnIv6m": 0.33846137343389915,
"exErnIv1y": 0.3304813598545351,
"ieeEarnEffect": 3.455381380388122,
"impliedMove": 0.1000887527282292,
"impliedNextDiv": 0.4596793777109908,
"iv10d": 0.3287171290664954,
"iv20d": 0.33691136127951243,
"iv30d": 0.3410016707386448,
"iv60d": 0.3531020773014003,
"iv90d": 0.38130786872840666,
"iv6m": 0.3673564778056683,
"iv1y": 0.3665318617046922,
"mwAdj30": 0.003998105296688083,
"mwAdj2y": 0.004768084366471555,
"nextDiv": 0.205,
"rDrv30": 0.14807345449996237,
"rDrv2y": 0.10663616714969645,
"rSlp30": 0.05851220425785725,
"rSlp2y": 1.2032656305570337,
"rVol30": 0.3465387834621353,
"rVol2y": 0.32400255972484254,
"rip": 9.07512472859645,
"riskFree30": 0.0012247438246137678,
"riskFree2y": 0.0017590831816040404,
"skewing": 0.47518014442303524,
"contango": 0.0029645822666862737,
"totalErrorConf": 0.00006460739651522705,
"dlt5Iv10d": 0.4944765653493802,
"dlt5Iv20d": 0.5148997836803292,
"dlt5Iv30d": 0.4936220453948847,
"dlt5Iv60d": 0.474249643372246,
"dlt5Iv90d": 0.45139488639862524,
"dlt5Iv6m": 0.3909122801894054,
"dlt5Iv1y": 0.3883788825587148,
"exErnDlt5Iv10d": 0.4944765653493802,
"exErnDlt5Iv20d": 0.5148997836803292,
"exErnDlt5Iv30d": 0.4936220453948847,
"exErnDlt5Iv60d": 0.471819722832524,
"exErnDlt5Iv90d": 0.41647360539787476,
"exErnDlt5Iv6m": 0.3620171758176362,
"exErnDlt5Iv1y": 0.35232838070855765,
"dlt25Iv10d": 0.36434902855408735,
"dlt25Iv20d": 0.3589092493429157,
"dlt25Iv30d": 0.3517285176191797,
"dlt25Iv60d": 0.3635148976125414,
"dlt25Iv90d": 0.38640246861061694,
"dlt25Iv6m": 0.3678711954985745,
"dlt25Iv1y": 0.36397126871227214,
"exErnDlt25Iv10d": 0.36434902855408735,
"exErnDlt25Iv20d": 0.3589092493429157,
"exErnDlt25Iv30d": 0.3517285176191797,
"exErnDlt25Iv60d": 0.3610849770728194,
"exErnDlt25Iv90d": 0.35148118760986646,
"exErnDlt25Iv6m": 0.3389760911268053,
"exErnDlt25Iv1y": 0.327920766862115,
"dlt75Iv10d": 0.3464251251603087,
"dlt75Iv20d": 0.35028954223512854,
"dlt75Iv30d": 0.35485074255937354,
"dlt75Iv60d": 0.3691415304954136,
"dlt75Iv90d": 0.40061475680204683,
"dlt75Iv6m": 0.39071049527689683,
"dlt75Iv1y": 0.38845402008417934,
"exErnDlt75Iv10d": 0.3464251251603087,
"exErnDlt75Iv20d": 0.35028954223512854,
"exErnDlt75Iv30d": 0.35485074255937354,
"exErnDlt75Iv60d": 0.3667116099556916,
"exErnDlt75Iv90d": 0.36569347580129635,
"exErnDlt75Iv6m": 0.36181539090512765,
"exErnDlt75Iv1y": 0.3524035182340222,
"dlt95Iv10d": 0.5013781848572263,
"dlt95Iv20d": 0.49541455846320304,
"dlt95Iv30d": 0.5061318922183151,
"dlt95Iv60d": 0.5128632909539379,
"dlt95Iv90d": 0.5434893527929356,
"dlt95Iv6m": 0.5265598519513455,
"dlt95Iv1y": 0.505978628898496,
"exErnDlt95Iv10d": 0.5013781848572263,
"exErnDlt95Iv20d": 0.49541455846320304,
"exErnDlt95Iv30d": 0.5061318922183151,
"exErnDlt95Iv60d": 0.5104333704142159,
"exErnDlt95Iv90d": 0.5085680717921852,
"exErnDlt95Iv6m": 0.4976647475795763,
"exErnDlt95Iv1y": 0.46992812704833886,
"fwd30_20": 0.34903851882165243,
"fwd60_30": 0.36480133571929396,
"fwd90_30": 0.3999405785964037,
"fwd90_60": 0.43223248174272055,
"fwd180_90": 0.3528538972682223,
"fexErn30_20": 0.34903851882165243,
"fexErn60_30": 0.36008302321718394,
"fexErn90_30": 0.34904789429695793,
"fexErn90_60": 0.3376523084728632,
"fexErn180_90": 0.33034608285238287,
"ffwd30_20": 0.35930025127500903,
"ffwd60_30": 0.3823850346041134,
"ffwd90_30": 0.436913058217125,
"ffwd90_60": 0.5085817041519953,
"ffwd180_90": 0.33313272142529887,
"ffexErn30_20": 0.35930025127500903,
"ffexErn60_30": 0.3741581944519302,
"ffexErn90_30": 0.3537940444917674,
"ffexErn90_60": 0.3272625300008956,
"ffexErn180_90": 0.3189512051431234,
"fbfwd30_20": 1.0294,
"fbfwd60_30": 1.0482007524729835,
"fbfwd90_30": 1.092444932070851,
"fbfwd90_60": 1.176639252333471,
"fbfwd180_90": 0.9441095138934165,
"fbfexErn30_20": 1.0294,
"fbfexErn60_30": 1.0390886832403006,
"fbfexErn90_30": 1.0135974182121024,
"fbfexErn90_60": 0.969229357504,
"fbfexErn180_90": 0.9655062423901926,
"impliedEarningsMove": 0.06817382473105867,
"quoteDate": "2020-08-20T19:32:23Z",
"updatedAt": "2020-08-20T19:32:30Z"
}
]
}